-88.6%
QMCO vs VT
+221.8%
-310.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.2% |
| 7D | +6.0% | +2.4% | +3.7% | +2.4% |
| 30D | -35.7% | -1.5% | -34.2% | -32.6% |
| 3M | -37.8% | -4.1% | -33.7% | -31.2% |
| 6M | +74.1% | +0.6% | +73.6% | +80.4% |
| YTD | +137.8% | +11.0% | +126.8% | +116.9% |
| 1Y | +118.2% | +13.3% | +104.9% | +93.1% |
| 3Y | +70.4% | +73.4% | -2.9% | -20.7% |
| 5Y | -88.3% | +57.4% | -145.7% | -93.3% |
| All | -88.6% | +221.8% | -310.3% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling